This paper is an improved version of some sections in an earlier paper entitled: ‘Non-linear DSGE Models, the Central Difference Kalman Filter, and the Mean Shifted Particle Filter’.
NON-LINEAR DSGE MODELS AND THE CENTRAL DIFFERENCE KALMAN FILTER†
Version of Record online: 17 MAY 2012
Copyright © 2012 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 28, Issue 6, pages 929–955, September/October 2013
How to Cite
Andreasen, M. M. (2013), NON-LINEAR DSGE MODELS AND THE CENTRAL DIFFERENCE KALMAN FILTER. J. Appl. Econ., 28: 929–955. doi: 10.1002/jae.2282
- Issue online: 18 SEP 2013
- Version of Record online: 17 MAY 2012
- Manuscript Revised: 20 FEB 2012
- Manuscript Received: 21 JUL 2010
Supporting information may be found in the online version of this article.
The JAE Data Archive directory is available at http://qed.econ.queensu.ca/jae/datasets/andreasen001/
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